Even though we sometimes need to stop taking hormones, our blood levels do not instantly drop to zero. It will take a few days to weeks before we see any reduction in our hormone blood levels. Some hormone routes are long lasting, such as injectable products, while others, such as sublingual, are eliminated much faster.
If we do have any problems with hormones administration, it is usually getting too much too fast. I have never read of any short term side effects of not having enough hormone other than the emotional issues. The long term effects of not having enough hormones are similar to what any person over the age of 60 who is not taking any hormone replacement therapy will experience.
There is no need to ween off your HRT. Just stop, if you need to and let your body slowly eliminate that hormone from your blood system.